1 | /* |
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4 | * This document and associated source code (the "Work") is a part of a |
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12 | * |
13 | * 1.1 TO THE MAXIMUM EXTENT PERMITTED BY APPLICABLE LAW, THE INFORMATION |
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32 | * |
33 | * Contributors |
34 | * - Doug Johnson, Matt Emmerton |
35 | */ |
36 | |
37 | /****************************************************************************** |
38 | * Description: Implementation of the CE class. |
39 | * See CE.h for a description. |
40 | ******************************************************************************/ |
41 | |
42 | #include "main/CE.h" |
43 | |
44 | using namespace TPCE; |
45 | |
46 | // Initialization that is common for all constructors. |
47 | void CCE::Initialize(PDriverCETxnSettings pTxnParamSettings) { |
48 | m_pLogger->SendToLogger(m_DriverGlobalSettings); |
49 | |
50 | // Always configure the CE with default settings, to ensure that it is |
51 | // set up properly. |
52 | SetTxnTunables(&m_DriverCETxnSettings); |
53 | |
54 | // If user tunables are provided, set them now. If they are invalid, they |
55 | // will not be used and we will continue to use the defaults set above. |
56 | if (pTxnParamSettings) { |
57 | SetTxnTunables(pTxnParamSettings); |
58 | } |
59 | } |
60 | |
61 | // Automatically generate unique RNG seeds. |
62 | // The CRandom class uses an unsigned 64-bit value for the seed. |
63 | // This routine automatically generates two unique seeds. One is used for |
64 | // the TxnInput generator RNG, and the other is for the TxnMixGenerator RNG. |
65 | // The 64 bits are used as follows. |
66 | // |
67 | // Bits 0 - 31 Caller provided unique unsigned 32-bit id. |
68 | // Bit 32 0 for TxnInputGenerator, 1 for TxnMixGenerator |
69 | // Bits 33 - 43 Number of days since the base time. The base time |
70 | // is set to be January 1 of the most recent year that is |
71 | // a multiple of 5. This allows enough space for the last |
72 | // field, and it makes the algorithm "timeless" by resetting |
73 | // the generated values every 5 years. |
74 | // Bits 44 - 63 Current time of day measured in 1/10's of a second. |
75 | // |
76 | void CCE::AutoSetRNGSeeds(UINT32 UniqueId) { |
77 | CDateTime Now; |
78 | INT32 BaseYear; |
79 | INT32 Tmp1, Tmp2; |
80 | |
81 | Now.GetYMD(&BaseYear, &Tmp1, &Tmp2); |
82 | |
83 | // Set the base year to be the most recent year that was a multiple of 5. |
84 | BaseYear -= (BaseYear % 5); |
85 | CDateTime Base(BaseYear, 1, 1); // January 1st in the BaseYear |
86 | |
87 | // Initialize the seed with the current time of day measured in 1/10's of a |
88 | // second. This will use up to 20 bits. |
89 | RNGSEED Seed; |
90 | Seed = Now.MSec() / 100; |
91 | |
92 | // Now add in the number of days since the base time. |
93 | // The number of days in the 5 year period requires 11 bits. |
94 | // So shift up by that much to make room in the "lower" bits. |
95 | Seed <<= 11; |
96 | Seed += (RNGSEED)((INT64)Now.DayNo() - (INT64)Base.DayNo()); |
97 | |
98 | // So far, we've used up 31 bits. |
99 | // Save the "last" bit of the "upper" 32 for the RNG id. |
100 | // In addition, make room for the caller's 32-bit unique id. |
101 | // So shift a total of 33 bits. |
102 | Seed <<= 33; |
103 | |
104 | // Now the "upper" 32-bits have been set with a value for RNG 0. |
105 | // Add in the sponsor's unique id for the "lower" 32-bits. |
106 | Seed += UniqueId; |
107 | |
108 | // Set the TxnMixGenerator RNG to the unique seed. |
109 | m_TxnMixGenerator.SetRNGSeed(Seed); |
110 | m_DriverCESettings.cur.TxnMixRNGSeed = Seed; |
111 | |
112 | // Set the RNG Id to 1 for the TxnInputGenerator. |
113 | Seed |= UINT64_CONST(0x0000000100000000); |
114 | m_TxnInputGenerator.SetRNGSeed(Seed); |
115 | m_DriverCESettings.cur.TxnInputRNGSeed = Seed; |
116 | } |
117 | |
118 | /* |
119 | * Constructor - no partitioning by C_ID, automatic RNG seed generation |
120 | * (requires unique input) |
121 | */ |
122 | CCE::CCE(CCESUTInterface *pSUT, CBaseLogger *pLogger, const DataFileManager &dfm, TIdent iConfiguredCustomerCount, |
123 | TIdent iActiveCustomerCount, INT32 iScaleFactor, INT32 iDaysOfInitialTrades, UINT32 UniqueId, |
124 | const PDriverCETxnSettings pDriverCETxnSettings) |
125 | : m_DriverGlobalSettings(iConfiguredCustomerCount, iActiveCustomerCount, iScaleFactor, iDaysOfInitialTrades), |
126 | m_DriverCESettings(UniqueId, 0, 0), m_pSUT(pSUT), m_pLogger(pLogger), |
127 | m_TxnMixGenerator(&m_DriverCETxnSettings, m_pLogger), |
128 | m_TxnInputGenerator(dfm, iConfiguredCustomerCount, iActiveCustomerCount, iScaleFactor, |
129 | iDaysOfInitialTrades * HoursPerWorkDay, m_pLogger, &m_DriverCETxnSettings) { |
130 | m_pLogger->SendToLogger("CE object constructed using constructor 1 (valid " |
131 | "for publication: YES)." ); |
132 | |
133 | Initialize(pDriverCETxnSettings); |
134 | AutoSetRNGSeeds(UniqueId); |
135 | |
136 | m_pLogger->SendToLogger(m_DriverCESettings); // log the RNG seeds |
137 | } |
138 | |
139 | /* |
140 | * Constructor - no partitioning by C_ID, RNG seeds provided |
141 | */ |
142 | CCE::CCE(CCESUTInterface *pSUT, CBaseLogger *pLogger, const DataFileManager &dfm, TIdent iConfiguredCustomerCount, |
143 | TIdent iActiveCustomerCount, INT32 iScaleFactor, INT32 iDaysOfInitialTrades, UINT32 UniqueId, |
144 | RNGSEED TxnMixRNGSeed, RNGSEED TxnInputRNGSeed, const PDriverCETxnSettings pDriverCETxnSettings) |
145 | : m_DriverGlobalSettings(iConfiguredCustomerCount, iActiveCustomerCount, iScaleFactor, iDaysOfInitialTrades), |
146 | m_DriverCESettings(UniqueId, TxnMixRNGSeed, TxnInputRNGSeed), m_pSUT(pSUT), m_pLogger(pLogger), |
147 | m_TxnMixGenerator(&m_DriverCETxnSettings, TxnMixRNGSeed, m_pLogger), |
148 | m_TxnInputGenerator(dfm, iConfiguredCustomerCount, iActiveCustomerCount, iScaleFactor, |
149 | iDaysOfInitialTrades * HoursPerWorkDay, TxnInputRNGSeed, m_pLogger, &m_DriverCETxnSettings) { |
150 | m_pLogger->SendToLogger("CE object constructed using constructor 2 (valid " |
151 | "for publication: NO)." ); |
152 | |
153 | Initialize(pDriverCETxnSettings); |
154 | |
155 | m_pLogger->SendToLogger(m_DriverCESettings); // log the RNG seeds |
156 | } |
157 | |
158 | /* |
159 | * Constructor - partitioning by C_ID, automatic RNG seed generation (requires |
160 | * unique input) |
161 | */ |
162 | CCE::CCE(CCESUTInterface *pSUT, CBaseLogger *pLogger, const DataFileManager &dfm, TIdent iConfiguredCustomerCount, |
163 | TIdent iActiveCustomerCount, TIdent iMyStartingCustomerId, TIdent iMyCustomerCount, INT32 iPartitionPercent, |
164 | INT32 iScaleFactor, INT32 iDaysOfInitialTrades, UINT32 UniqueId, |
165 | const PDriverCETxnSettings pDriverCETxnSettings) |
166 | : m_DriverGlobalSettings(iConfiguredCustomerCount, iActiveCustomerCount, iScaleFactor, iDaysOfInitialTrades), |
167 | m_DriverCESettings(UniqueId, 0, 0), |
168 | m_DriverCEPartitionSettings(iMyStartingCustomerId, iMyCustomerCount, iPartitionPercent), m_pSUT(pSUT), |
169 | m_pLogger(pLogger), m_TxnMixGenerator(&m_DriverCETxnSettings, m_pLogger), |
170 | m_TxnInputGenerator(dfm, iConfiguredCustomerCount, iActiveCustomerCount, iScaleFactor, |
171 | iDaysOfInitialTrades * HoursPerWorkDay, iMyStartingCustomerId, iMyCustomerCount, |
172 | iPartitionPercent, m_pLogger, &m_DriverCETxnSettings) { |
173 | m_pLogger->SendToLogger("CE object constructed using constructor 3 (valid " |
174 | "for publication: YES)." ); |
175 | |
176 | Initialize(pDriverCETxnSettings); |
177 | AutoSetRNGSeeds(UniqueId); |
178 | |
179 | m_pLogger->SendToLogger(m_DriverCEPartitionSettings); // log the partition settings |
180 | m_pLogger->SendToLogger(m_DriverCESettings); // log the RNG seeds |
181 | } |
182 | |
183 | /* |
184 | * Constructor - partitioning by C_ID, RNG seeds provided |
185 | */ |
186 | CCE::CCE(CCESUTInterface *pSUT, CBaseLogger *pLogger, const DataFileManager &dfm, TIdent iConfiguredCustomerCount, |
187 | TIdent iActiveCustomerCount, TIdent iMyStartingCustomerId, TIdent iMyCustomerCount, INT32 iPartitionPercent, |
188 | INT32 iScaleFactor, INT32 iDaysOfInitialTrades, UINT32 UniqueId, RNGSEED TxnMixRNGSeed, |
189 | RNGSEED TxnInputRNGSeed, const PDriverCETxnSettings pDriverCETxnSettings) |
190 | : m_DriverGlobalSettings(iConfiguredCustomerCount, iActiveCustomerCount, iScaleFactor, iDaysOfInitialTrades), |
191 | m_DriverCESettings(UniqueId, TxnMixRNGSeed, TxnInputRNGSeed), |
192 | m_DriverCEPartitionSettings(iMyStartingCustomerId, iMyCustomerCount, iPartitionPercent), m_pSUT(pSUT), |
193 | m_pLogger(pLogger), m_TxnMixGenerator(&m_DriverCETxnSettings, TxnMixRNGSeed, m_pLogger), |
194 | m_TxnInputGenerator(dfm, iConfiguredCustomerCount, iActiveCustomerCount, iScaleFactor, |
195 | iDaysOfInitialTrades * HoursPerWorkDay, iMyStartingCustomerId, iMyCustomerCount, |
196 | iPartitionPercent, TxnInputRNGSeed, m_pLogger, &m_DriverCETxnSettings) { |
197 | m_pLogger->SendToLogger("CE object constructed using constructor 4 (valid " |
198 | "for publication: NO)." ); |
199 | |
200 | Initialize(pDriverCETxnSettings); |
201 | |
202 | m_pLogger->SendToLogger(m_DriverCEPartitionSettings); // log the partition settings |
203 | m_pLogger->SendToLogger(m_DriverCESettings); // log the RNG seeds |
204 | } |
205 | |
206 | CCE::~CCE(void) { |
207 | m_pLogger->SendToLogger("CE object destroyed." ); |
208 | } |
209 | |
210 | RNGSEED CCE::GetTxnInputGeneratorRNGSeed(void) { |
211 | return (m_TxnInputGenerator.GetRNGSeed()); |
212 | } |
213 | |
214 | RNGSEED CCE::GetTxnMixGeneratorRNGSeed(void) { |
215 | return (m_TxnMixGenerator.GetRNGSeed()); |
216 | } |
217 | |
218 | void CCE::SetTxnTunables(const PDriverCETxnSettings pTxnParamSettings) { |
219 | if (pTxnParamSettings->IsValid()) { |
220 | // Update Tunables |
221 | if (pTxnParamSettings != &m_DriverCETxnSettings) // only copy from a different location |
222 | { |
223 | m_DriverCETxnSettings = *pTxnParamSettings; |
224 | } |
225 | |
226 | // Trigger Runtime Updates |
227 | m_TxnMixGenerator.UpdateTunables(); |
228 | m_TxnInputGenerator.UpdateTunables(); |
229 | } else { |
230 | m_pLogger->SendToLogger("ERROR: CCE::SetTxnTunables() failed due to invalid tunables." ); |
231 | } |
232 | } |
233 | |
234 | void CCE::DoTxn(void) { |
235 | int iTxnType = m_TxnMixGenerator.GenerateNextTxnType(); |
236 | |
237 | switch (iTxnType) { |
238 | case CCETxnMixGenerator::BROKER_VOLUME: |
239 | m_TxnInputGenerator.GenerateBrokerVolumeInput(m_BrokerVolumeTxnInput); |
240 | m_pSUT->BrokerVolume(&m_BrokerVolumeTxnInput); |
241 | break; |
242 | case CCETxnMixGenerator::CUSTOMER_POSITION: |
243 | m_TxnInputGenerator.GenerateCustomerPositionInput(m_CustomerPositionTxnInput); |
244 | m_pSUT->CustomerPosition(&m_CustomerPositionTxnInput); |
245 | break; |
246 | case CCETxnMixGenerator::MARKET_WATCH: |
247 | m_TxnInputGenerator.GenerateMarketWatchInput(m_MarketWatchTxnInput); |
248 | m_pSUT->MarketWatch(&m_MarketWatchTxnInput); |
249 | break; |
250 | case CCETxnMixGenerator::SECURITY_DETAIL: |
251 | m_TxnInputGenerator.GenerateSecurityDetailInput(m_SecurityDetailTxnInput); |
252 | m_pSUT->SecurityDetail(&m_SecurityDetailTxnInput); |
253 | break; |
254 | case CCETxnMixGenerator::TRADE_LOOKUP: |
255 | m_TxnInputGenerator.GenerateTradeLookupInput(m_TradeLookupTxnInput); |
256 | m_pSUT->TradeLookup(&m_TradeLookupTxnInput); |
257 | break; |
258 | case CCETxnMixGenerator::TRADE_ORDER: |
259 | bool bExecutorIsAccountOwner; |
260 | INT32 iTradeType; |
261 | m_TxnInputGenerator.GenerateTradeOrderInput(m_TradeOrderTxnInput, iTradeType, bExecutorIsAccountOwner); |
262 | m_pSUT->TradeOrder(&m_TradeOrderTxnInput, iTradeType, bExecutorIsAccountOwner); |
263 | break; |
264 | case CCETxnMixGenerator::TRADE_STATUS: |
265 | m_TxnInputGenerator.GenerateTradeStatusInput(m_TradeStatusTxnInput); |
266 | m_pSUT->TradeStatus(&m_TradeStatusTxnInput); |
267 | break; |
268 | case CCETxnMixGenerator::TRADE_UPDATE: |
269 | m_TxnInputGenerator.GenerateTradeUpdateInput(m_TradeUpdateTxnInput); |
270 | m_pSUT->TradeUpdate(&m_TradeUpdateTxnInput); |
271 | break; |
272 | default: |
273 | cerr << "CE: Generated illegal transaction" << endl; |
274 | exit(1); |
275 | } |
276 | } |
277 | |